@techreport{NBERw8311,
 title = "Asset Prices and Trading Volume Under Fixed Transactions Costs",
 author = "Andrew W. Lo and Harry Mamaysky and Jiang Wang",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "8311",
 year = "2001",
 month = "May",
 URL = "http://www.nber.org/papers/w8311",
}